Rendering your own lard is what really makes these anise-flavored Mexican sugar cookies stand out, but you can use vegetable shortening in a pinch. Martha made this recipe on "Martha Bakes" episode 711.
Ingredients
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1 cup sugar, plus ¾ cup for sprinkling
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1 ¼ cups Stove Top-Rendered Lard or vegetable shortening
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1 large egg
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1 teaspoon pure vanilla extract
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2 tablespoons Grand Marnier or Triple Sec
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Finely grated zest of 1 orange
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3 cups unbleached all-purpose flour, plus more for work surface
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½ teaspoon baking powder
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½ teaspoon kosher salt
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2 teaspoons anise seeds
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2 to 4 tablespoons water
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½ teaspoon ground cinnamon
Directions
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In the bowl of an electric mixer fitted with the paddle attachment, mix 1 cup sugar and the lard on medium-high speed until light and fluffy, about 3 minutes. Add egg; beat to combine. Add vanilla, Grand Marnier, and zest; beat to combine.
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Sift flour, baking powder, and salt. Gradually beat flour mixture into sugar mixture on low speed. Beat in anise seeds. On medium, gradually add 2 tablespoons water or more to form a ball. Divide dough in half; shape into disks. Wrap each disk in plastic; chill 1 hour.
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Preheat oven to 350 degrees with rack in center. Combine cinnamon and remaining 3/4 cup sugar in a small bowl.
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On a floured surface, roll the dough to 1/4 inch thick. Cut dough into moons, stars, or shapes you like with a 2-inch cutter; lightly sift cinnamon-sugar over each shape. Place on parchment-lined baking sheets. Bake, 1 sheet at a time, 10 to 12 minutes; cookies should be set but not brown. Transfer the cookies and parchment to a wire rack to cool. Repeat with the remaining batches.